Hyperbolic Dynamics and Brownian Motion: An Introduction by Jacques FranchiHyperbolic Dynamics and Brownian Motion: An Introduction by Jacques Franchi

Hyperbolic Dynamics and Brownian Motion: An Introduction

byJacques Franchi, Yves Le Jan

Hardcover | October 15, 2012

Pricing and Purchase Info

$89.81 online 
$105.00 list price save 14%
Earn 449 plum® points

Ships within 1-3 weeks

Ships free on orders over $25

Not available in stores


Hyperbolic Dynamics and Brownian Motion illustrates the interplay between distinct domains of mathematics. There is no assumption that the reader is a specialist in any of these domains: only basic knowledge of linear algebra, calculus and probability theory is required. The content can be summarized in three ways: Firstly, this book provides an introduction to hyperbolic geometry, based on the Lorentz group. The Lorentz group plays, in relativistic space-time, a role analogue to the rotations in Euclidean space. The hyperbolic geometry is the geometry of the unit pseudo-sphere. The boundary of the hyperbolicspace is defined as the set of light rays. Special attention is given to the geodesic and horocyclic flows. Hyperbolic geometry is presented via special relativity to benefit from the physical intuition.Secondly, this book introduces basic notions of stochastic analysis: the Wiener process, Ito's stochastic integral, and calculus. This introduction allows study in linear stochastic differential equations on groups of matrices. In this way the spherical and hyperbolic Brownian motions, diffusions onthe stable leaves, and the relativistic diffusion are constructed. Thirdly, quotients of the hyperbolic space under a discrete group of isometries are introduced. In this framework some elements of hyperbolic dynamics are presented, as the ergodicity of the geodesic and horocyclic flows. This book culminates with an analysis of the chaotic behaviour of the geodesicflow, performed using stochastic analysis methods. This main result is known as Sinai's central limit theorem.
Jacques Franchi has been Professor of Mathematics at the University of Strasbourg (France) since 2000. He completed his PhD thesis in 1987, and the "Habilitation a` diriger des recherches" in 1996, both at the University Paris 6. He has written a series of articles, in probability theory and related areas, including general relativity....
Title:Hyperbolic Dynamics and Brownian Motion: An IntroductionFormat:HardcoverDimensions:336 pages, 9.21 × 6.14 × 0 inPublished:October 15, 2012Publisher:OUPLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0199654107

ISBN - 13:9780199654109


Table of Contents

IntroductionSummary1. The Lorentz-Mobius group PSO(1; d)2. Hyperbolic Geometry3. Operators and Measures4. Kleinian groups5. Measures and flows on ?\Fd6. Basic Ito Calculus7. Brownian motions on groups of matrices8. Central Limit Theorem for geodesics9. Appendix relating to geometry10. Appendix relating to stochastic calculus11. Index of notation, terms, and guresReferences